Representation of functionals of Ito processes and their first exit times (Q3017888): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2003974174 / rank | |||
Normal rank |
Revision as of 23:29, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Representation of functionals of Ito processes and their first exit times |
scientific article |
Statements
Representation of functionals of Ito processes and their first exit times (English)
0 references
20 July 2011
0 references
stochastic processes
0 references
Itô processes
0 references
SPDEs
0 references
backward SPDEs
0 references
first exit times
0 references
representation theorem
0 references